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Identificador persistente para citar o vincular este elemento: http://hdl.handle.net/10553/15472
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dc.contributor.authorFernández Pérez, Adriánen_US
dc.contributor.authorFernández-Rodríguez, Fernandoen_US
dc.contributor.authorFernández Rodríguez, Fernandoen_US
dc.date.accessioned2016-01-22T09:38:45Z-
dc.date.accessioned2018-06-15T09:21:50Z-
dc.date.available2016-01-22T09:38:45Z-
dc.date.available2018-06-15T09:21:50Z-
dc.date.issued2012en_US
dc.identifier.issn1350-4851en_US
dc.identifier.urihttp://hdl.handle.net/10553/15472-
dc.description.abstractWe test for the existence of trends in exchange-rate series for 95 currencies against the US dollar. To that end, we make use of Taylor's (1980) price trend model that, instead of focusing on the mean reverting behaviour of exchange rates measured over a long horizon, concentrates on the short-term pattern of the price trend. Employing a maximum likelihood method and a genetic algorithm to estimate the model parameters, in 39 of the 95 cases considered we find evidence in favour of the presence of trends, the trends being more frequent in intermediate exchange-rate regimes.en_US
dc.languagespaen_US
dc.relation.ispartofApplied Economics Lettersen_US
dc.sourceApplied Economics Letters[ISSN 1350-4851],v. 19, p. 493-503en_US
dc.subject53 Ciencias económicasen_US
dc.subject.otherExchange ratesen_US
dc.subject.otherPrice trend modelen_US
dc.subject.otherGenetic algorithmsen_US
dc.subject.otherC53en_US
dc.subject.otherF31en_US
dc.subject.otherG14en_US
dc.titleDetecting trends in the foreign exchange marketsen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.identifier.doi10.1080/13504851.2011.587757
dc.identifier.scopus80051914528-
dc.identifier.isi000301655900016-
dc.contributor.authorscopusid50161225400-
dc.contributor.authorscopusid6603053452-
dc.contributor.authorscopusid6701863324-
dc.description.lastpage503-
dc.description.firstpage493-
dc.relation.volume19-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.rights.accessrightsinfo:eu-repo/semantics/openAccesses
dc.type2Artículoen_US
dc.contributor.daisngid2763673
dc.contributor.daisngid1514720
dc.contributor.daisngid514725
dc.contributor.wosstandardWOS:Fernandez-Perez, A
dc.contributor.wosstandardWOS:Fernandez-Rodriguez, F
dc.contributor.wosstandardWOS:Sosvilla-Rivero, S
dc.date.coverdateMarzo 2012
dc.identifier.ulpgcSíes
dc.description.sjr0,388
dc.description.jcr0,295
dc.description.sjrqQ3
dc.description.jcrqQ4
dc.description.ssciSSCI
item.grantfulltextopen-
item.fulltextCon texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
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